The ICE BofA U.S. Bond Market Option Volatility Estimate Index (MOVE) is the leading indicator of fixed-income market volatility. It measures U.S. bond market yield volatility by tracking a basket of over the counter options on U.S. interest rate swaps. Versions of the MOVE index also track the value of baskets of 3-month and 6-month options.
MOVE offerings can be monitored alongside ICE intra-day equity, commodity and currency indices, providing a complete, multi-asset view of the markets.
Specifications
Key Features
The MOVE Index now offers near intra-day pricing, providing a measure of bond market volatility throughout the day.
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